Numerix Solutions for Asset Managers

Helping Asset Managers Navigate the Changing Derivatives Landscape

Many Asset Managers invest in derivatives or structured products, or utilize derivative overlays to enhance investment returns or provide downside protection. However the derivative marketplace has changed since the financial crisis, as new regulations like Dodd-Frank and EMIR move many OTC derivatives to central clearers or trading on exchanges, and Asset Managers must adapt to the changing market dynamics in order to effectively manage their derivative portfolios.

Numerix has the solutions needed to help Asset Managers deal with the complexities of the new marketplace, providing them with the accurate, fast and flexible analytics they need to price and manage the risk of their derivative trades.

Numerix Asset Management Solutions Help Asset Managers:

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Price any derivative in real-time, from vanillas to exotics across all asset classes, using market-standard practices such as OIS discounting and collateral discounting

Additional Resources for Asset Managers

Delivered on the desktop as an Excel add-in, the Numerix Bloomberg Edition enables you to describe any new deal type using hundreds of customizable trade templates, an intuitive payoff scripting language and the industry's most comprehensive library...

Oneview XVA gives users the ability to calculate, analyze and limit exposures across business units and minimize capital charges for Basel III compliance, with fast and accurate PFE, CVA/DVA and FVA calculations, using an accelerated Monte Carlo...

This can get very complex.
Our quantitative advisory services help you navigate this complexity and chose the right input, for the right situation. We believe that model best practices is really about doing a global search of the options that exist...